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Returns for large CTA (reporting for October)

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While the larger managers typically report later in the month, we have a sample of existing managers reporting numbers. As for the last month, the numbers are generally negative, but most of them are up strongly for the year. We are missing a number of the large managers and this list will expand over the next couple of updates.

managerprogramrorytd AUMbn 
Alder CapitalAlder Global 20-1%-7%            0.2
AquantumCommodity Spread1%-10%            0.1
Aspect Capital LimitedDiversified Program-4%19%            0.5
dormouse LimitedDormouse Futures Program-2%10%            0.3
Drury CapitalDiversified Trend-Following Program-5%0%            0.2
Dunn Capital ManagementWorld Monetary Institutional-3%7%            0.4
ecamos Capital AGecamos Volatility Strategy 2X1%20%            0.1
Eckhardt Trading CompanyEvolution Strategy-2%-4%            0.1
EMC Capital AdvisorsAlpha Program-1%11%            0.2
Fort LPGlobal Contrarian-2%15%            3.0
Fort LPGlobal Diversified-3%15%            0.7
Global Sigma GroupPlus Program1%6%            0.4
Goldman ManagementNavigator Fund1%17%            0.2
Greenwave Capital ManagementFlagship Plus-1%-4%            0.4
Greenwave Capital ManagementFlagship Plus 2X-1%-8%            0.4
Independent VIew BVIV Quantitative Futures Fund0%8%            0.1
ISAMISAM Systematic Trend (Levitas)-3%1%            3.5
Kaiser Trading GroupKaiser Trading Group Pty. Ltd.0%13%            0.3
KeyQuant SASKey Trends Program-4%21%            0.4
Metolius CapitalDiversified Master Fund-1%-4%            0.1
Mondiale Asset ManagementLeveraged Trading Proram-4%-4%            0.3
Quantica Capital AGManaged Futures Program-1%26%            0.6
Rhicon Currency Management PteStrategic Prog0%-5%            0.6
SEB GroupAsset Selection-4%2%            0.8
Tianyou Asset ManagementTianyou Fund1%14%            0.1
Transtrend BVEnhanced Risk-5%2%            4.5
Transtrend BVStandard Risk-3%2%            0.6
Vivienne InvestissementOuessant UCITS A-1%11%            0.1
Welton Investment PartnersGlobal Directional Portfolio-5%4%            0.5
Welton Investment PartnersWelton Trend Program-3%7%            0.2

Photo by Karl Ibri on Unsplash

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